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Thang ch03

The document discusses several probability distributions that are useful for modeling discrete random variables including binomial, geometric, negative binomial, hypergeometric and Poisson distributions. Examples are provided to illustrate how to calculate probabilities, means, variances and probability mass functions for each distribution.

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10 views

Thang ch03

The document discusses several probability distributions that are useful for modeling discrete random variables including binomial, geometric, negative binomial, hypergeometric and Poisson distributions. Examples are provided to illustrate how to calculate probabilities, means, variances and probability mass functions for each distribution.

Uploaded by

longlegg2k4
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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3-1 Discrete Random Variables

3-1 Discrete Random Variables

Note: More than one random variable can


be defined on a sample space.

Example: Roll the dice 2 times.


r.v X is the score of the dice.

r.v Y is the number of times the dice come to an


even number.
3-1 Discrete Random Variables

Example 3-1
3-1 Discrete Random Variables
Example 3-2
A semiconductor manufacturing process, two wafers from a
lot are tested. Each wafer is classified as pass or fail. Assume
that the probability that a wafer pass the test is 0.8 and that
wafers are independent. The sample space for the experiment
and associated probabilities are shown in Table 3_1.
For example, because of the independence, the probability of
the outcome that the first wafer tested passes and the second
wafer tested fails, denoted as PF, is: P(PF) = 0.8x0.2=0.16
Outcome
Wafer 1 Wafer 2 Probability X
Pass Pass 0.64 2
Table 3_1
Fail Pass 0.16 1
Wafer Tests
Pass Fail 0.16 1
Fail Fail 0.04 0
3-2 Probability Distributions and
Probability Mass Functions

The probability distribution of a random variable X


is a description of the probabilities associated with
the possible values of X.

For a discrete random variable, the distribution is often


specified by just a list of the possible values along with the
probability of each. In some cases, it is convenient to
express the probability in terms of a formula.
3-2 Probability Distributions and
Probability Mass Functions

Definition
3-2 Probability Distributions and
Probability Mass Functions
Example 3 – 4 : Digital Channel
There is a chance that a bit transmitted through a digital
transmission channel is received in error. Let X equal the
number of bits in error in the next four bits transmitted. The
possible values for X are {0,1,2,3,4}. Suppose that:
P(X=0) = 0.6561; P(X=1) = 0.2916; P(X=2) = 0.0486
P(X=3) = 0.0036; P(X=4) = 0.0001.
The probability distribution of X is specified by the possible
values along with the probability of each.
3-2 Probability Distributions and
Probability Mass Functions

Figure 3-1 Probability distribution for bits in error.


3-3 Cumulative Distribution
Functions
Example 3_6 Digital Channel
In example 3_4, we might be interested in the probability of three or
fewer bits being in error. This question can be expressed as P(X<=3).
The event that {X<=3} is the union of the events {X=0}, {X=1}, {X=2}
and {X=3}. These events are mutually exclusive. Therefore,

P ( X  3) = P ( X = 0 ) + P ( X = 1) + P ( X = 2 ) + P ( X = 3)
= 0.6561 + 0.2916 + 0.0486 + 0.0036 = 0.9999
3-3 Cumulative Distribution
Functions

Definition
3-3 Cumulative Distribution
Functions

Example 3_7 Cumulative Distribution Function

Determine the probability mass function of X from the following


cumulative distribution function:

0 x  −2
0.2 − 2  x  0

F ( x) = 
0.7 0 x2
1 2 x
3-3 Cumulative Distribution
Functions
3-3 Cumulative Distribution
Functions

The probability mass function at each point is the change in


the cumulative distribution function at the point. Therefore,

f ( −2 ) = 0.2 − 0 = 0.2; f ( 0 ) = 0.7 − 0.2 = 0.5; f ( 2 ) = 1.0 − 0.7 = 0.3


Example 3-8
Example 3-8

Figure 3-4 Cumulative distribution function for


Example 3-8.
3-4 Mean and Variance of a Discrete
Random Variable
Definition
3-4 Mean and Variance of a Discrete
Random Variable

Figure 3-5 A probability distribution can be viewed as a loading


with the mean equal to the balance point. Parts (a) and (b)
illustrate equal means, but Part (a) illustrates a larger variance.
3-4 Mean and Variance of a Discrete
Random Variable

Figure 3-6 The probability distribution illustrated in Parts (a)


and (b) differ even though they have equal means and equal
variances.
Example 3-11
3-4 Mean and Variance of a Discrete
Random Variable

Expected Value of a Function of a Discrete


Random Variable
3-4 Mean and Variance of a Discrete
Random Variable
Example 3 – 12

Let X be the number of bits in error in the next four bits transmitted.
What is the expected value of the square of the number of bits in error?

Now, h(X)=X2 . Therefore,

E  h ( X )  = 02  0.6561 + 12  0.2916 + 22  0.0486 + 33  0.0036 + 42  0.0001 = 0.52


3-5 Discrete Uniform Distribution

Definition
3-5 Discrete Uniform Distribution

Example 3-13
3-5 Discrete Uniform Distribution

Figure 3-7 Probability mass function for a discrete uniform


random variable.
3-5 Discrete Uniform Distribution
Mean and Variance
3-5 Discrete Uniform Distribution

Example 3 – 14
Let the random variable X denote the
number of the voice lines that are in use at
a particular time. Assume that X is a
discrete uniform random variable with a
range of 0 to 48. Then,
E ( X ) = ( 48 + 0 ) / 2 = 24

 
1/2
 = ( 48 − 0 + 1) − 1 /12 = 14.14
2
 
3-6 Binomial Distribution

Random experiments and random variables


3-6 Binomial Distribution

Random experiments and random variables


3-6 Binomial Distribution
Definition
3-6 Binomial Distribution

Figure 3-8 Binomial distributions for selected values of


n and p.
3-6 Binomial Distribution
Example 3-18
3-6 Binomial Distribution
3-6 Binomial Distribution

Example 3-18
3-6 Binomial Distribution

Mean and Variance


3-6 Binomial Distribution

Example 3-19
3-6 Binomial Distribution
3-7 Geometric and Negative
Binomial Distributions

Example 3-20
3-7 Geometric and Negative
Binomial Distributions

Definition
3-7 Geometric and Negative
Binomial Distributions

3-7.1 Geometric Distribution


Example 3-21
3-7 Geometric and Negative
Binomial Distributions

Definition
3-7 Geometric and Negative
Binomial Distributions

3-7.2 Negative Binomial Distribution


3-7 Geometric and Negative
Binomial Distributions

Figure 3-10.
Negative binomial
distributions for
selected values of
the parameters r
and p.
3-7 Geometric and Negative
Binomial Distributions

Figure 3-11. Negative binomial random variable


represented as a sum of geometric random variables.
3-7 Geometric and Negative
Binomial Distributions

3-7.2 Negative Binomial Distribution


3-7 Geometric and Negative
Binomial Distributions

Example 3-25
3-7 Geometric and Negative
Binomial Distributions

Example 3-25
3-8. Hypergeometric Distribution
Definition
3-8. Hypergeometric Distribution

Figure 3-12.
Hypergeometric
distributions for
selected values of
parameters N, K, and n.
3-8. Hypergeometric Distribution

Example 3-27
3-8. Hypergeometric Distribution

Example 3-27
3-8. Hypergeometric Distribution

Example 3-27
3-8. Hypergeometric Distribution

Example 3-27
3-8. Hypergeometric Distribution

Mean and Variance


3-8. Hypergeometric Distribution

Finite Population Correction Factor


3-8. Hypergeometric Distribution

Figure 3-13. Comparison of hypergeometric and binomial


distributions.
3-8. Hypergeometric Distribution

Example: A deck of 52 cards, draw 13


cards, calculate the probability of having
5 Diamonds, 10 Diamonds, 13 Diamonds.
3-9. Poisson Distribution
The number of cars passing by a point on the road in a given
period of time.
The number of incorrect typographical errors when typing a page.
Number of phone calls at a telephone station per minute.
Number of hits to a web server per minute.
Number of times animals are killed by vehicles per unit length of
a road.
The number of mutations that occur in a piece of DNA after
exposure to a dose of radiation..
Number of pine trees per unit area of ​mixed forest.
The number of stars in a volume of space.
The number of soldiers killed by kicking horses each year per
team of Prussian cavalry. This example is well known in
Ladislaus Josephovich Bortkiewicz's book (1868–1931).
3-9. Poisson Distribution
Definition
Trung bình số lần xảy ra thành công của một
sự kiện trong một khoảng nhất định (chiều
dài, thể tích, thời gian,…).
Giá trị trung bình này được gọi là lamda.
It is important to use consistent units in the calculation of
probabilities, means, and variances involving Poisson random
variables.
average number of flaws per millimeter of wire is 3.4, then
the
average number of flaws in 10 millimeters of wire is 34, and
the
average number of flaws in 100 millimeters of wire is 340.
3-9. Poisson Distribution

Mean and Variance


3-9. Poisson Distribution
Example 3-33
3-9. Poisson Distribution

Example 3-33

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